NIFTY
Nifty
Historical option data for NIFTY
06 Feb 2026 04:11 PM IST
| NIFTY 10-FEB-2026 25650 CE | ||||||||||||||||
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Delta: 0.6
Vega: 10.41
Theta: -14.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 25693.70 | 115.7 | -27.05 | 8.13 | 51,30,300 | -1,590 | 56,663 | |||||||||
| 5 Feb | 25642.80 | 134 | -110.85 | 10.08 | 18,08,738 | 51,933 | 58,253 | |||||||||
| 4 Feb | 25776.00 | 232.8 | -15.85 | 12.14 | 4,91,257 | 2,445 | 6,320 | |||||||||
| 3 Feb | 25727.55 | 247.05 | 212.4 | 13.02 | 49,202 | -1,391 | 3,875 | |||||||||
| 2 Feb | 25088.40 | 35.2 | -3 | 12.83 | 34,187 | 1,825 | 5,266 | |||||||||
| 1 Feb | 24825.45 | 38.1 | -103.6 | 17.25 | 33,682 | 1,871 | 3,441 | |||||||||
| 30 Jan | 25320.65 | 140 | -37.75 | 13.99 | 9,338 | 285 | 1,570 | |||||||||
| 29 Jan | 25418.90 | 180.75 | 18.45 | 13.34 | 8,057 | 6 | 1,285 | |||||||||
| 28 Jan | 25342.75 | 160.25 | -11.15 | 13.13 | 5,407 | 1,035 | 1,279 | |||||||||
| 27 Jan | 25175.40 | 174 | 33.95 | 15.43 | 1,110 | 54 | 244 | |||||||||
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| 23 Jan | 25048.65 | 141.85 | -77.8 | 14.3 | 549 | -3 | 190 | |||||||||
| 22 Jan | 25289.90 | 221.85 | 51.15 | 13.41 | 585 | 54 | 193 | |||||||||
| 21 Jan | 25157.50 | 163.2 | -26.75 | 12.86 | 567 | 38 | 139 | |||||||||
| 20 Jan | 25232.50 | 191.7 | -136.4 | 12.81 | 177 | 20 | 101 | |||||||||
| 19 Jan | 25585.50 | 310.8 | -113.65 | 11.16 | 140 | 64 | 81 | |||||||||
| 16 Jan | 25694.35 | 424.45 | 13.7 | 11.13 | 9 | 3 | 17 | |||||||||
| 14 Jan | 25665.60 | 407.3 | -40.3 | 10.51 | 20 | 9 | 14 | |||||||||
| 13 Jan | 25732.30 | 444.65 | -60 | 10.49 | 13 | 3 | 5 | |||||||||
| 12 Jan | 25790.25 | 504.65 | -354.05 | 10.15 | 7 | 2 | 2 | |||||||||
| 9 Jan | 25683.30 | 858.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 25876.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25650 expiring on 10FEB2026
Delta for 25650 CE is 0.6
Historical price for 25650 CE is as follows
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 115.7, which was -27.05 lower than the previous day. The implied volatity was 8.13, the open interest changed by -1590 which decreased total open position to 56663
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 134, which was -110.85 lower than the previous day. The implied volatity was 10.08, the open interest changed by 51933 which increased total open position to 58253
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 232.8, which was -15.85 lower than the previous day. The implied volatity was 12.14, the open interest changed by 2445 which increased total open position to 6320
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 247.05, which was 212.4 higher than the previous day. The implied volatity was 13.02, the open interest changed by -1391 which decreased total open position to 3875
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 35.2, which was -3 lower than the previous day. The implied volatity was 12.83, the open interest changed by 1825 which increased total open position to 5266
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 38.1, which was -103.6 lower than the previous day. The implied volatity was 17.25, the open interest changed by 1871 which increased total open position to 3441
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 140, which was -37.75 lower than the previous day. The implied volatity was 13.99, the open interest changed by 285 which increased total open position to 1570
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 180.75, which was 18.45 higher than the previous day. The implied volatity was 13.34, the open interest changed by 6 which increased total open position to 1285
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 160.25, which was -11.15 lower than the previous day. The implied volatity was 13.13, the open interest changed by 1035 which increased total open position to 1279
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 174, which was 33.95 higher than the previous day. The implied volatity was 15.43, the open interest changed by 54 which increased total open position to 244
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 141.85, which was -77.8 lower than the previous day. The implied volatity was 14.3, the open interest changed by -3 which decreased total open position to 190
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 221.85, which was 51.15 higher than the previous day. The implied volatity was 13.41, the open interest changed by 54 which increased total open position to 193
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 163.2, which was -26.75 lower than the previous day. The implied volatity was 12.86, the open interest changed by 38 which increased total open position to 139
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 191.7, which was -136.4 lower than the previous day. The implied volatity was 12.81, the open interest changed by 20 which increased total open position to 101
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 310.8, which was -113.65 lower than the previous day. The implied volatity was 11.16, the open interest changed by 64 which increased total open position to 81
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 424.45, which was 13.7 higher than the previous day. The implied volatity was 11.13, the open interest changed by 3 which increased total open position to 17
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 407.3, which was -40.3 lower than the previous day. The implied volatity was 10.51, the open interest changed by 9 which increased total open position to 14
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 444.65, which was -60 lower than the previous day. The implied volatity was 10.49, the open interest changed by 3 which increased total open position to 5
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 504.65, which was -354.05 lower than the previous day. The implied volatity was 10.15, the open interest changed by 2 which increased total open position to 2
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 858.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 10FEB2026 25650 PE | |||||||
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Delta: -0.43
Vega: 10.54
Theta: -11.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 25693.70 | 92.4 | -35.5 | 10.89 | 30,93,902 | 6,776 | 54,409 |
| 5 Feb | 25642.80 | 132.8 | 31.35 | 12.15 | 24,15,538 | 9,767 | 47,633 |
| 4 Feb | 25776.00 | 111.1 | -29.95 | 12.81 | 12,49,612 | 26,282 | 37,866 |
| 3 Feb | 25727.55 | 140 | -446.2 | 13.52 | 1,17,013 | 11,312 | 11,584 |
| 2 Feb | 25088.40 | 582.35 | -272.95 | 16.41 | 212 | 18 | 272 |
| 1 Feb | 24825.45 | 929.6 | 510.45 | 24.74 | 1,340 | -223 | 254 |
| 30 Jan | 25320.65 | 410.35 | 74.8 | 14.98 | 873 | -30 | 477 |
| 29 Jan | 25418.90 | 336.35 | -69.85 | 13.82 | 716 | 163 | 507 |
| 28 Jan | 25342.75 | 403.95 | -82.7 | 14.94 | 554 | 253 | 344 |
| 27 Jan | 25175.40 | 464.75 | -155.45 | 14.06 | 17 | -2 | 91 |
| 23 Jan | 25048.65 | 621.6 | 202.2 | 15.37 | 105 | 19 | 93 |
| 22 Jan | 25289.90 | 409.5 | -97.35 | 12.98 | 151 | 31 | 74 |
| 21 Jan | 25157.50 | 506.85 | 144.05 | 12.92 | 88 | -2 | 43 |
| 20 Jan | 25232.50 | 362.8 | 83.9 | 7.96 | 32 | -5 | 45 |
| 19 Jan | 25585.50 | 297.05 | 70.4 | 13.07 | 51 | 0 | 50 |
| 16 Jan | 25694.35 | 226.65 | -26.6 | 12.27 | 45 | 13 | 50 |
| 14 Jan | 25665.60 | 245.35 | 21.55 | 12.23 | 79 | 14 | 37 |
| 13 Jan | 25732.30 | 223.8 | -51.2 | 12.01 | 29 | -3 | 23 |
| 12 Jan | 25790.25 | 275 | 92.4 | 14.96 | 31 | 26 | 26 |
| 9 Jan | 25683.30 | 182.6 | 0 | 0.92 | 0 | 0 | 0 |
| 8 Jan | 25876.85 | 182.6 | 0 | 1.46 | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 10FEB2026
Delta for 25650 PE is -0.43
Historical price for 25650 PE is as follows
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 92.4, which was -35.5 lower than the previous day. The implied volatity was 10.89, the open interest changed by 6776 which increased total open position to 54409
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 132.8, which was 31.35 higher than the previous day. The implied volatity was 12.15, the open interest changed by 9767 which increased total open position to 47633
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 111.1, which was -29.95 lower than the previous day. The implied volatity was 12.81, the open interest changed by 26282 which increased total open position to 37866
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 140, which was -446.2 lower than the previous day. The implied volatity was 13.52, the open interest changed by 11312 which increased total open position to 11584
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 582.35, which was -272.95 lower than the previous day. The implied volatity was 16.41, the open interest changed by 18 which increased total open position to 272
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 929.6, which was 510.45 higher than the previous day. The implied volatity was 24.74, the open interest changed by -223 which decreased total open position to 254
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 410.35, which was 74.8 higher than the previous day. The implied volatity was 14.98, the open interest changed by -30 which decreased total open position to 477
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 336.35, which was -69.85 lower than the previous day. The implied volatity was 13.82, the open interest changed by 163 which increased total open position to 507
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 403.95, which was -82.7 lower than the previous day. The implied volatity was 14.94, the open interest changed by 253 which increased total open position to 344
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 464.75, which was -155.45 lower than the previous day. The implied volatity was 14.06, the open interest changed by -2 which decreased total open position to 91
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 621.6, which was 202.2 higher than the previous day. The implied volatity was 15.37, the open interest changed by 19 which increased total open position to 93
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 409.5, which was -97.35 lower than the previous day. The implied volatity was 12.98, the open interest changed by 31 which increased total open position to 74
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 506.85, which was 144.05 higher than the previous day. The implied volatity was 12.92, the open interest changed by -2 which decreased total open position to 43
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 362.8, which was 83.9 higher than the previous day. The implied volatity was 7.96, the open interest changed by -5 which decreased total open position to 45
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 297.05, which was 70.4 higher than the previous day. The implied volatity was 13.07, the open interest changed by 0 which decreased total open position to 50
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 226.65, which was -26.6 lower than the previous day. The implied volatity was 12.27, the open interest changed by 13 which increased total open position to 50
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 245.35, which was 21.55 higher than the previous day. The implied volatity was 12.23, the open interest changed by 14 which increased total open position to 37
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 223.8, which was -51.2 lower than the previous day. The implied volatity was 12.01, the open interest changed by -3 which decreased total open position to 23
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 275, which was 92.4 higher than the previous day. The implied volatity was 14.96, the open interest changed by 26 which increased total open position to 26
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
